Synthetic Price Paths

OHLCV null paths used as Reactor input

Backtested Equity Return by Closed Trade

Each line is paired with one synthetic price path

Closed-trade return excludes unrealized open-position P&L. Terminal equity and drawdown use Reactor mark-to-market results.

Outcome Shape

Descriptive null outcomes — not a future-risk forecast

Terminal Equity vs Max Drawdown

Each dot is one null-path Reactor backtest. Better outcomes live high and left.

Outcome Distributions

Observed markers are descriptive comparisons

Terminal Equity

Final mark-to-market account value.

Max Drawdown

Worst mark-to-market decline per null path.

Completed Trades

Reactor round trips produced per path.

Formal permutation objective

The p-value applies only to this predeclared objective

Test Configuration

Canonical CPU Strategy/Reactor execution

Endpoint-bridged results condition on the observed terminal price. This fixed-parameter test does not correct for prior parameter selection.